Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202423.0665 | 169249.1321 | 33173.9344 | 202442.3377 | 129727.1883 | 72715.1494 |
Total P&L (%) | 202.4231 | 169.2491 | 33.1739 | 202.4423 | 129.7272 | 72.7151 |
Avg Daily Profit (%) | 0.3887 | 0.325 | 0.0637 | 0.2127 | 0.1598 | 0.105 |
Buy And Hold Return (%) | 41.5498 | 41.5498 | 41.5498 | 41.5498 | 41.5498 | 41.5498 |
Max Trade Drawdown | -63871 | -82277 | -30029 | -245410 | -310913 | -68292 |
Profit Factor | 1.4492 | 1.4859 | 1.3242 | 1.1925 | 1.1554 | 1.3353 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 55.7377 | 48.3516 | 63.0435 | 55.7377 | 48.3516 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.1508 | 1.5872 | 0.7763 | 0.947 | 1.2342 | 0.7828 |
Largest Winning Trade | 57162 | 57162 | 14458 | 128089 | 128089 | 28305 |
Largest Losing Trade | -31455 | -31455 | -26043 | -97576 | -97576 | -43831 |
Avg Bars in Trades | 134 | 247 | 23 | 134 | 247 | 23 |
Avg Bars in Winners | 103 | 213 | 19 | 103 | 213 | 19 |
Avg Bars in Losers | 173 | 278 | 28 | 173 | 278 | 28 |
Bars Traded | 24621 | 22489 | 2132 | 24621 | 22489 | 2132 |
Profit Streak | 7.341 | 0 | 18.2993 | 7.341 | 0 | 18.2993 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381441 | 264319 | -272658 | -2308 | -46790 | -60321 |
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{ "first_band": { "type": "dcl", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 126, "offset": 0, "std": 1.62082 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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